+66.8%
PPL vs NTRA
+3,019.8%
-2,953.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.2% |
| 7D | 0.0% | -19.7% | +19.8% | +1.0% |
| 30D | +4.3% | -22.1% | +26.4% | +5.4% |
| 3M | +2.9% | -2.0% | +4.9% | +2.8% |
| 6M | +1.1% | +60.6% | -59.5% | -1.6% |
| YTD | +4.5% | +36.2% | -31.7% | +2.2% |
| 1Y | +0.1% | +51.0% | -50.9% | -2.6% |
| 3Y | +55.7% | +567.5% | -511.8% | +38.6% |
| 5Y | +47.6% | +191.6% | -144.0% | +33.8% |
| 10Y | +66.8% | +2,914.3% | -2,847.5% | +33.2% |
| All | +66.8% | +3,019.8% | -2,953.0% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling